+137.6%
STT vs LBRT
+33.5%
+104.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +0.5% | +8.3% | -7.8% | -1.2% |
| 30D | +3.9% | +6.1% | -2.3% | +2.3% |
| 3M | +20.0% | -34.8% | +54.7% | +29.5% |
| 6M | +55.3% | -24.8% | +80.1% | +61.2% |
| YTD | +53.3% | +12.2% | +41.1% | +44.8% |
| 1Y | +74.7% | +94.0% | -19.3% | +42.8% |
| 3Y | +205.8% | +31.3% | +174.6% | +161.8% |
| 5Y | +145.0% | +111.8% | +33.2% | +77.7% |
| All | +137.6% | +33.5% | +104.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling